The manner in which financial institutions manage risk is under increasing scrutiny. For example, government regulators require that financial institutions both evaluate existing risk as well as forecast risk based on changing market conditions. Federal regulators specifically require that financial institutions stress test their portfolios by creating models that reflect the financial institution's portfolios. The models offer insight into the sensitivity of the portfolio now and in the future. This modeling requires massive amounts of data to be stored, managed, and manipulated. Moreover, the resulting manipulated data and models then have to be stored, managed, and manipulated. Given how massive the data, manipulated data, and models are, the modeling requires substantial and increasing amounts of storage, processing power, time, and resources.